+423.1%
DXCM vs COR
+534.3%
-111.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.1% |
| 7D | -4.4% | +2.3% | -6.7% | -4.8% |
| 30D | -3.6% | +6.8% | -10.4% | -5.1% |
| 3M | -4.3% | +8.1% | -12.4% | -6.3% |
| 6M | +33.8% | +33.0% | +0.8% | +24.2% |
| YTD | +22.1% | +3.0% | +19.2% | +20.2% |
| 1Y | +47.4% | -3.4% | +50.8% | +47.4% |
| 3Y | -12.3% | +80.1% | -92.4% | -27.8% |
| 5Y | -49.1% | +194.7% | -243.8% | -64.0% |
| 10Y | +423.1% | +512.3% | -89.2% | +188.3% |
| All | +423.1% | +534.3% | -111.2% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling